An Introduction To Wishart Matrix Moments
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An Introduction to Wishart Matrix Moments
Author: Adrian N. Bishop
language: en
Publisher: Foundations and Trends (R) in Machine Learning
Release Date: 2018-12-07
This book, written in lecture note style, provides a comprehensive and self-contained introduction to the analysis of Wishart matrix moments. It can act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition of Wishart matrix moments.
An Introduction to Random Matrices
Author: Greg W. Anderson
language: en
Publisher: Cambridge University Press
Release Date: 2010
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Introduction to Random Matrices
Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.